Syntax

C#
public double[] GetValues()

Visual Basic (Declaration)
Public Function GetValues As Double()

Visual C++
public: array<double>^ GetValues()

Return Value

A double array containing the eigenvalues of the matrix from which the factors were extracted ordered from largest to smallest.

Remarks

If Alpha Factor analysis is used, then the first nfactors positions of the array contain the Alpha coefficients. Here, nfactors is the number of factors in the model. If the algorithm fails to converge for a particular eigenvalue, that eigenvalue is set to NaN. Note that the eigenvalues are usually not the eigenvalues of the input matrix cov. They are the eigenvalues of the input matrix cov when the Principal Component method is used.

Exceptions

Exception	Condition
Imsl.Stat..::.RankException	is thrown if the rank of the covariance matrix is less than the number of factors.
Imsl.Stat..::.NotSemiDefiniteException	is thrown if the Hessian matrix not semi-definite.
Imsl.Stat..::.NotPositiveSemiDefiniteException	is thrown if the covariance matrix is not positive semi-definite.
Imsl.Stat..::.SingularException	is thrown if the covariance matrix is singular.
Imsl.Stat..::.BadVarianceException	is thrown if the input variance is not in the allowed range.
Imsl.Stat..::.EigenvalueException	is thrown if an error occured in calculating the eigenvalues of the adjusted (inverse) covariance matrix. Check the input covariance matrix.
Imsl.Stat..::.NonPositiveEigenvalueException	is thrown if in alpha factor analysis an eigenvalue is not positive. As all eigenvalues corresponding to the factors must be positive, either the number of factors must be reduced, or new initial estimates for the unique variances must be given.

Syntax

Return Value

Remarks

Exceptions

See Also